ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105.840 |
106.180 |
0.340 |
0.3% |
105.530 |
| High |
106.235 |
106.555 |
0.320 |
0.3% |
106.395 |
| Low |
105.355 |
106.130 |
0.775 |
0.7% |
104.820 |
| Close |
106.099 |
106.310 |
0.211 |
0.2% |
105.990 |
| Range |
0.880 |
0.425 |
-0.455 |
-51.7% |
1.575 |
| ATR |
0.522 |
0.518 |
-0.005 |
-0.9% |
0.000 |
| Volume |
102 |
150 |
48 |
47.1% |
584 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.607 |
107.383 |
106.544 |
|
| R3 |
107.182 |
106.958 |
106.427 |
|
| R2 |
106.757 |
106.757 |
106.388 |
|
| R1 |
106.533 |
106.533 |
106.349 |
106.645 |
| PP |
106.332 |
106.332 |
106.332 |
106.388 |
| S1 |
106.108 |
106.108 |
106.271 |
106.220 |
| S2 |
105.907 |
105.907 |
106.232 |
|
| S3 |
105.482 |
105.683 |
106.193 |
|
| S4 |
105.057 |
105.258 |
106.076 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.460 |
109.800 |
106.856 |
|
| R3 |
108.885 |
108.225 |
106.423 |
|
| R2 |
107.310 |
107.310 |
106.279 |
|
| R1 |
106.650 |
106.650 |
106.134 |
106.980 |
| PP |
105.735 |
105.735 |
105.735 |
105.900 |
| S1 |
105.075 |
105.075 |
105.846 |
105.405 |
| S2 |
104.160 |
104.160 |
105.701 |
|
| S3 |
102.585 |
103.500 |
105.557 |
|
| S4 |
101.010 |
101.925 |
105.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.555 |
105.355 |
1.200 |
1.1% |
0.525 |
0.5% |
80% |
True |
False |
151 |
| 10 |
106.555 |
104.820 |
1.735 |
1.6% |
0.534 |
0.5% |
86% |
True |
False |
99 |
| 20 |
106.555 |
104.820 |
1.735 |
1.6% |
0.529 |
0.5% |
86% |
True |
False |
73 |
| 40 |
106.570 |
103.780 |
2.790 |
2.6% |
0.445 |
0.4% |
91% |
False |
False |
67 |
| 60 |
106.570 |
101.657 |
4.913 |
4.6% |
0.319 |
0.3% |
95% |
False |
False |
45 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.251 |
0.2% |
97% |
False |
False |
33 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.209 |
0.2% |
97% |
False |
False |
27 |
| 120 |
106.570 |
98.786 |
7.784 |
7.3% |
0.178 |
0.2% |
97% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.361 |
|
2.618 |
107.668 |
|
1.618 |
107.243 |
|
1.000 |
106.980 |
|
0.618 |
106.818 |
|
HIGH |
106.555 |
|
0.618 |
106.393 |
|
0.500 |
106.343 |
|
0.382 |
106.292 |
|
LOW |
106.130 |
|
0.618 |
105.867 |
|
1.000 |
105.705 |
|
1.618 |
105.442 |
|
2.618 |
105.017 |
|
4.250 |
104.324 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.343 |
106.192 |
| PP |
106.332 |
106.073 |
| S1 |
106.321 |
105.955 |
|